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~isPartOf:"International journal of forecasting"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"McAleer, Michael"
~person:"Pestieau, Pierre"
~type_genre:"Article in journal"
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Volatility
6
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6
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5
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5
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4
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McAleer, Michael
Pestieau, Pierre
Fildes, Robert
35
Hyndman, Rob J.
35
Lien, Da-hsiang Donald
33
Makridakis, Spyros G.
33
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28
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18
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18
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17
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16
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Ord, John Keith
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14
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14
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14
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13
Lai, Ching-chong
13
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13
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13
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International journal of forecasting
International review of economics & finance : IREF
Journal of economic surveys
28
Journal of econometrics
21
Journal of risk and financial management : JRFM
21
Econometric reviews
20
Journal of public economics
18
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7
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CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
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Annales d'économie et de statistique
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Economic theory : official journal of the Society for the Advancement of Economic Theory
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Southern economic journal
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The Geneva papers on risk and insurance - issues and practice : an official journal of the Geneva Association
4
Tourism management : research, policies, practice
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European journal of political economy
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International economic review
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Journal of applied econometrics
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ECONIS (ZBW)
15
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1
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10
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15
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date (oldest first)
1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Theory and application of an economic performance measure of risk
Niu, Cuizhen
;
Guo, Xu
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
56
(
2018
),
pp. 383-396
Persistent link: https://www.econbiz.de/10012033712
Saved in:
4
Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
- In:
International review of economics & finance : IREF
47
(
2017
),
pp. 159-175
Persistent link: https://www.econbiz.de/10011740133
Saved in:
5
Advances in financial risk management and economic policy uncertainty : an overview
Hammoudeh, Shawkat
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 1-7
Persistent link: https://www.econbiz.de/10011571823
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
7
Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis
Hooi Hooi Lean
;
McAleer, Michael
;
Wong, Wing Keung
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 204-216
Persistent link: https://www.econbiz.de/10011573581
Saved in:
8
Special section: advances in financial risk management and economic policy uncertainty
Hammoudeh, Shawkat
(
ed.
);
McAleer, Michael
(
ed.
)
-
2015
Persistent link: https://www.econbiz.de/10011571814
Saved in:
9
Analyzing fixed-event forecast revisions
Chang, Chia-Lin
;
Bruijn, Bert de
;
Franses, Philip Hans
; …
- In:
International journal of forecasting
29
(
2013
)
4
,
pp. 622-627
Persistent link: https://www.econbiz.de/10010212461
Saved in:
10
GFC-robust risk management strategies under the Basel Accord
McAleer, Michael
;
Jimenez-Martin, Juan-Angel
;
Pérez …
- In:
International review of economics & finance : IREF
27
(
2013
),
pp. 97-111
Persistent link: https://www.econbiz.de/10009740861
Saved in:
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